DISV Options History — November 2023 In November 2023, DISV traded between $23.16 and $24.71. ATM implied volatility averaged 27.6%. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 10.6% (HV 20d: 17.0%). Max pain ranged from $24.00 to $24.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-11-29 : Highest Volume — 2 contracts2023-11-27 : Largest IV spike — 71.7% change2023-11-29 : Largest Expected Move — 11.4%Monthly Statistics Metric Avg Min Max Open Close Price $24.01 $23.16 $24.71 $23.16 $24.63 Max Pain $24.00 $24.00 $24.00 $24.00 $24.00 ATM IV 27.6% 18.7% 45.9% 35.5% 27.2% Expected Move 7.0% 5.2% 11.4% 10.2% 7.8% HV 20d 17.0% 15.3% 18.4% 15.3% 17.1% HV 60d 15.3% 13.5% 16.0% 13.5% 15.7% Term Structure -4.1% -20.5% 44.1% -12.4% -10.4% VWIV 13.0% 13.0% 13.0% 13.0% 13.0% Skew 25d 0.9% -16.4% 21.7% 21.7% -14.1% Skew 10d 1.0% -7.5% 5.2% 5.2% -1.3% Call IV 25d 27.6% 20.7% 44.6% 28.3% 31.1% Put IV 25d 28.5% 16.9% 50.0% 50.0% 16.9% Bid-Ask Spread % 154.48 139.23 163.81 139.23 151.72 Gamma HHI 0.77 0.66 0.84 0.66 0.84 Net GEX 1.1K 800 1.4K 840 1.4K Net DEX -20.4K -24.9K -15.9K -16.2K -24.9K Net VEX -36 -46 -25 -46 -25 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.095 0 2 0 0 Total OI 15 15 15 15 15
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-11-01 $23.16 $0.00 35.5% 10.2% 15.3% 0.0% 0.0% 21.7% -12.4% 840 -16.2K -46 0.00 139.23 N/A N/A 0 0 14 1 2023-11-02 $23.63 $24.00 30.9% 5.8% 16.3% 0.0% 0.0% 1.6% -5.6% 1.1K -18.2K -43 0.00 155.76 N/A N/A 0 0 14 1 2023-11-03 $23.99 $24.00 42.6% 8.1% 16.3% 0.0% 0.0% 1.7% -8.5% 800 -20.2K -46 0.00 161.98 N/A N/A 0 0 14 1 2023-11-06 $23.70 $24.00 33.9% 5.7% 17.0% 0.0% 0.0% 0.9% 0.2% 1.1K -18.4K -43 0.00 155.94 N/A N/A 0 0 14 1 2023-11-07 $23.50 $24.00 45.9% 5.2% 16.4% 0.0% 0.0% 0.9% -4.6% 1.2K -17.2K -40 0.00 151.85 N/A N/A 0 0 14 1 2023-11-08 $23.28 $24.00 20.2% 5.8% 16.7% 0.0% 0.0% 0.5% -7.2% 1.1K -15.9K -40 0.00 153.94 N/A N/A 0 0 14 1 2023-11-09 $23.37 $24.00 31.7% 9.1% 16.2% 0.0% 0.0% 0.2% -20.5% 849 -17.1K -43 0.00 156.81 N/A N/A 0 0 14 1 2023-11-10 $23.47 $24.00 18.7% 5.4% 15.7% 0.0% 0.0% 1.1% 3.1% 1.1K -17.0K -40 0.00 154.03 N/A N/A 0 0 14 1 2023-11-13 $23.55 $24.00 19.4% 5.6% 15.3% 0.0% 0.0% 1.2% -1.9% 1.2K -17.4K -37 0.00 156.44 N/A N/A 0 0 14 1 2023-11-14 $24.25 $24.00 21.2% 6.1% 18.4% 0.0% 0.0% 1.3% 0.0% 1.1K -21.7K -37 0.00 155.91 N/A N/A 0 0 14 1 2023-11-15 $24.14 $24.00 20.8% 6.0% 17.5% 0.0% 0.0% 0.2% -2.5% 1.2K -21.0K -37 0.00 154.98 N/A N/A 0 0 14 1 2023-11-16 $23.91 $24.00 19.0% 5.4% 17.9% 0.0% 0.0% -0.2% 44.1% 1.3K -19.6K -35 0.00 151.52 N/A N/A 0 0 14 1 2023-11-17 $24.28 $24.00 19.5% 5.6% 18.1% 0.0% 0.0% 0.8% -4.9% 1.2K -22.0K -35 0.00 152.33 N/A N/A 0 0 14 1 2023-11-20 $24.38 $24.00 22.4% 6.4% 17.9% 0.0% 0.0% 3.4% -7.7% 1.2K -22.7K -32 0.00 155.67 N/A N/A 0 0 14 1 2023-11-21 $24.23 $24.00 21.1% 6.1% 18.3% 0.0% 0.0% 3.5% -7.5% 1.2K -21.6K -34 0.00 151.44 N/A N/A 0 0 14 1 2023-11-22 $24.28 $24.00 23.1% 6.6% 17.4% 0.0% 0.0% 5.6% -9.5% 1.3K -22.0K -31 0.00 156.68 N/A N/A 0 0 14 1 2023-11-24 $24.51 $24.00 20.1% 5.8% 17.3% 0.0% 0.0% 3.0% 1.8% 1.2K -23.6K -29 0.00 154.05 N/A N/A 0 0 14 1 2023-11-27 $24.52 $24.00 34.5% 9.9% 17.4% 0.0% 0.0% 0.8% -4.1% 965 -22.9K -32 0.00 163.81 N/A N/A 0 0 14 1 2023-11-28 $24.64 $24.00 31.4% 9.0% 17.0% 0.0% 0.0% 0.9% -13.6% 991 -23.9K -27 0.00 162.13 N/A N/A 0 0 14 1 2023-11-29 $24.71 $24.00 39.7% 11.4% 16.9% 0.0% 13.0% -16.4% -14.0% 1.1K -24.5K -28 0.00 147.78 N/A N/A 2 0 14 1 2023-11-30 $24.63 $24.00 27.2% 7.8% 17.1% 0.0% 0.0% -14.1% -10.4% 1.4K -24.9K -25 0.00 151.72 N/A N/A 0 0 14 1
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